OptionRootHist

Description

SpiderRock Option Root History records define the contract specifications for each option root symbol as of a given trading date. Each record describes the option root (asset type, source, and symbol), the underlying ticker and clearing code, OSI/RIC roots, underlying-price driver keys, and the full set of root-level conventions — expiration map, underlier mode, option/exercise/settlement style, pricing/calc model and framework, moneyness and price-quote types, position limit, listing exchanges, tick and point values, strike scaling, premium multiplier, adjustment convention, price increment and format, and trade/settle/strike currencies. The default surface root, regional composite root, the list of listing exchanges, and the list of underliers (with units per contract) are also captured.

Start Dates

US start dates

Start Date
2020-07-28

EU start dates

Start Date
2025-09-28

Schema Definition

Field Name	Data Type	Description
root_at	string	Option root asset type (e.g. EQT, FUT)
root_ts	string	Option root ticker source / exchange (e.g. NMS, CME, CBOT, NYMEX, COMEX)
root_tk	string	Option root symbol
tradingDate	date	Trading date the root definition is effective for
ticker_at	string	Underlying asset type
ticker_ts	string	Underlying ticker source
ticker_tk	string	Underlying ticker symbol
osiRoot	string	OSI (Options Symbology Initiative) root symbol
ccode_at	string	Clearing code asset type
ccode_ts	string	Clearing code source
ccode_tk	string	Clearing code symbol
uPrcDriverKey_at	string	Underlying-price driver key asset type
uPrcDriverKey_ts	string	Underlying-price driver key source
uPrcDriverKey_tk	string	Underlying-price driver key symbol
uPrcDriverKey_dt	date	Underlying-price driver key expiration/effective date
uPrcDriverType	string	Underlying-price driver type
uPrcDriverKey2_at	string	Secondary underlying-price driver key asset type
uPrcDriverKey2_ts	string	Secondary underlying-price driver key source
uPrcDriverKey2_tk	string	Secondary underlying-price driver key symbol
uPrcDriverKey2_dt	date	Secondary underlying-price driver key expiration/effective date
uPrcDriverType2	string	Secondary underlying-price driver type
uPrcBoundCCode	string	Underlying-price bound clearing code
expirationMap	string	Expiration map describing the listed expiration schedule for the root
underlierMode	string	Underlier mode for the root (how the underlier is determined)
optionType	string	Option type (e.g. Equity, Future)
multihedge	string	Indicates whether the root supports multiple underliers/hedges
exerciseTime	string	Exercise time convention (e.g. AM, PM)
exerciseType	string	Exercise style (e.g. American, European)
timeMetric	string	Time metric used for the root (day-count convention)
tradingPeriod	string	Trading period convention for the root
calcModelType	string	Calculation model type used for the root
prcFramework	string	Pricing framework used for the root
priceQuoteType	string	Price quote type (e.g. Price, Yield)
volumeTier	string	Volume tier classification for the root
positionLimit	int	Exchange position limit for the root
exchanges	string	Listing exchanges for the root
tickValue	float	Minimum tick value
pointValue	float	Point (contract) value
pointCurrency	string	Currency of the point value
strikeScale	double	Strike price scaling factor
strikeRatio	float	Strike ratio
cashOnExercise	float	Cash paid on exercise
underliersPerCn	int	Number of underliers per contract
premiumMult	double	Premium multiplier
symbolRatio	float	Symbol ratio
adjConvention	string	Corporate-action adjustment convention
optPriceInc	string	Option price increment rule
priceFormat	string	Price display format
tradeCurr	string	Trade currency
settleCurr	string	Settlement currency
strikeCurr	string	Strike currency
defaultSurfaceRoot_at	string	Default surface root asset type
defaultSurfaceRoot_ts	string	Default surface root source
defaultSurfaceRoot_tk	string	Default surface root symbol
ricRoot	string	RIC (Reuters Instrument Code) root symbol
regionalCompositeRoot_at	string	Regional composite root asset type
regionalCompositeRoot_ts	string	Regional composite root source
regionalCompositeRoot_tk	string	Regional composite root symbol
Exchange	list[struct]	List of listing exchanges for the root — each with the option exchange code and its exchange-specific root
Underlying	list[struct]	List of underliers for the root — each with its ticker (asset type, source, symbol) and units per contract

Differences to V7

• securityID, moneynessType, pricingModel removed
• timestamp and timestamp_us removed
• UnderlyingList removed in favor of the structured Underlying list column
• uPrcDriver pricing-driver columns added (uPrcDriverKey_at, uPrcDriverKey_ts, uPrcDriverKey_tk, uPrcDriverKey_dt, uPrcDriverType)
• secondary pricing-driver columns added (uPrcDriverKey2_at, uPrcDriverKey2_ts, uPrcDriverKey2_tk, uPrcDriverKey2_dt, uPrcDriverType2)
• uPrcBoundCCode added
• regionalCompositeRoot_at, regionalCompositeRoot_ts, regionalCompositeRoot_tk added
• tradingPeriod, calcModelType, prcFramework, volumeTier added
• symbolRatio, pointCurrency, ricRoot added
• Exchange and Underlying nested list columns added